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AG
AlphaSimPlex Group Portfolio holdings
AUM
$9.88M
1-Year Est. Return
8.01%
This Fund
S&P 500
This Quarter
Est. Return
-22.15%
1 Year Est. Return
-8.01%
3 Year Est. Return
+35.52%
5 Year Est. Return
+46.1%
10 Year Est. Return
–
AUM
$66.1M
AUM Growth
-$199M
(-75%)
Cap. Flow
-$171M
Cap. Flow
% of AUM
-258.45%
Top 10 Holdings %
Top 10 Hldgs %
31.71%
Holding
267
New
22
Increased
10
Reduced
70
Closed
159
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Hexcel
HXL
|
+$2.6M |
| 2 |
Digital Realty Trust
DLR
|
+$2.29M |
| 3 |
CSFL
CenterState Bank Corporation Common Stock
CSFL
|
+$2.03M |
| 4 |
OPB
Opus Bank Common Stock
OPB
|
+$1.98M |
| 5 |
DLPH
Delphi Technologies PLC Ordinary Shares
DLPH
|
+$1.32M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$27M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$20.4M |
| 3 |
LPT
Liberty Property Trust
LPT
|
+$2.64M |
| 4 |
INXN
Interxion Holding N.V.
INXN
|
+$2.54M |
| 5 |
WLH
WILLIAM LYON HOMES
WLH
|
+$2.21M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 31.89% |
| 2 | Technology | 12.45% |
| 3 | Financials | 12.3% |
| 4 | Industrials | 11.13% |
| 5 | Consumer Discretionary | 8.92% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ARR
101
Armour Residential REIT
ARR
$2.31B
| $122K | 0.18% |
2,780
-9,081
| -77% | -$776K |
|
|
PMT
102
PennyMac Mortgage Investment
PMT
$841M
| $115K | 0.17% |
10,845
-35,308
| -77% | -$697K |
|
103
Accel Entertainment
ACEL
$965M
| $108K | 0.16% |
+14,353
| New | +$158K |
|
|
CIM
104
Chimera Investment
CIM
$974M
| $105K | 0.16% |
+3,857
| New | +$219K |
|
105
Rithm Capital
RITM
$5.63B
| $103K | 0.16% |
20,500
-54,591
| -73% | -$791K |
|
|
TWO
106
DELISTED
Two Harbors Investment
TWO
| $94K | 0.14% |
6,166
-11,300
| -65% | -$577K |
|
|
ADAM
107
Adamas Trust
ADAM
$876M
| $91K | 0.14% |
14,683
-22,877
| -61% | -$482K |
|
108
Invesco Mortgage Capital
IVR
$775M
| $50K | 0.08% |
1,477
-1,327
| -47% | -$195K |
|
109
Ameren
AEE
$29.5B
| – | – |
-5,755
| Closed | -$442K |
|
110
Agnico Eagle Mines
AEM
$104B
| – | – |
-3,552
| Closed | -$219K |
|
111
American Electric Power
AEP
$67.8B
| – | – |
-4,842
| Closed | -$458K |
|
112
American Financial Group
AFG
$11.8B
| – | – |
-9,464
| Closed | -$1.04M |
|
113
Aflac
AFL
$58.8B
| – | – |
-19,558
| Closed | -$1.03M |
|
114
AGNC Investment
AGNC
$12.6B
| – | – |
-57,802
| Closed | -$1.02M |
|
|
AIV
115
Aimco
AIV
$372M
| – | – |
-65,219
| Closed | -$449K |
|
116
Arthur J. Gallagher & Co
AJG
$67.3B
| – | – |
-10,942
| Closed | -$1.04M |
|
|
ALE
117
DELISTED
Allete
ALE
| – | – |
-5,230
| Closed | -$425K |
|
118
Allstate
ALL
$65.6B
| – | – |
-9,444
| Closed | -$1.06M |
|
119
American Homes 4 Rent
AMH
$11.7B
| – | – |
-16,294
| Closed | -$427K |
|
120
Atmos Energy
ATO
$28.3B
| – | – |
-3,995
| Closed | -$447K |
|
121
AptarGroup
ATR
$8.1B
| – | – |
-9,040
| Closed | -$1.04M |
|
|
AVB
122
DELISTED
AvalonBay Communities
AVB
| – | – |
-2,097
| Closed | -$440K |
|
123
American Water Works
AWK
$28B
| – | – |
-3,573
| Closed | -$439K |
|
124
AutoZone
AZO
$48.7B
| – | – |
-211
| Closed | -$251K |
|
125
Bread Financial
BFH
$4.26B
| – | – |
-8,582
| Closed | -$768K |
|
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DCI
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LGI
BPM
AlphaSimPlex Group's Q1 2020 Portfolio in Review
As of Q1 2020, AlphaSimPlex Group held 267 positions worth $66.1M, down 75% from $265M the previous quarter. Its ten largest holdings account for 32% of the portfolio.
AlphaSimPlex Group withdrew a net $171M in Q1 2020, closing 159 positions and reducing 70 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $20.4M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 32% of assets, up from 28% a quarter earlier, followed by Technology and Financials.
Against the trend, AlphaSimPlex Group opened a new position in Hexcel worth $1.5M.
- AlphaSimPlex Group's largest Q1 2020 buy was Hexcel: 40,237 shares worth $1.5M.
- AlphaSimPlex Group added most to ServiceNow in Q1 2020, an estimated $417K increase.
- AlphaSimPlex Group's biggest Q1 2020 reduction was iShares iBoxx $ High Yield Corporate Bond ETF, cutting an estimated $27M.
- AlphaSimPlex Group fully exited State Street SPDR S&P 500 ETF Trust in Q1 2020, selling an estimated $20.4M.
- AlphaSimPlex Group's ten largest holdings make up 32% of its $66.1M portfolio in Q1 2020.
- AlphaSimPlex Group opened 22 new positions and closed 159 in Q1 2020.
- AlphaSimPlex Group's portfolio value fell 75% quarter-over-quarter to $66.1M.
Based on AlphaSimPlex Group's 13F filing for Q1 2020, filed 13 May 2020.